Andres Santos
Associate Professor – Department of Economics
Department of Economics
University of California, San Diego
9500 Gilman Drive # 0508
La Jolla, CA 92093-0508
Working Papers
- "Constrained Conditional Moment Restriction Models" (with Victor Chernozhukov and Whitney K. Newey)
- "Overidentification in Regular Models" (with Xiaohong Chen)
- "Inference on Directionally Differentiable Functions" (with Zheng Fang)
Published or Forthcoming
- "Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities" (pdf)
Econometrica, Vol. 82(1) (2014) 387-413 (with Hiroaki Kaido).
Supplemental Appendix (pdf) Slides (pdf) Code (zip).
- "On the Testability of Identification in Some Nonparametric Models with Endogeneity" (pdf)
Econometrica, Vol. 81(6) (2013) 2535-2559 (with Ivan A. Canay and Azeem M. Shaikh).
Slides (pdf).
- "Sensitivity to Missing Data Assumptions: Theory and an Evaluation of the U.S. Wage Structure" (pdf)
Quantitative Economics, Vol. 4 (2013) 231-267 (with Patrick Kline).
Supplemental Appendix (pdf) Slides (pdf) Code (zip).
- "Higher Order Properties of the Wild Bootstrap Under Misspecification" (pdf)
Journal of Econometrics, Vol. 171 (2012) 54-70 (with Patrick Kline).
Supplemental Appendix (pdf) Code (zip).
- "A Score Based Approach to Wild Bootstrap Inference" (pdf)
Journal of Econometric Methods, Vol. 1(1) (2012) 23-41 (with Patrick Kline).
Code (zip) David Roodman's Stata implementation (link).
- "Inference in Nonparametric Instrumental Variables with Partial Identification" (pdf)
Econometrica, Vol. 80(1) (2012) 213-275.
Slides (pdf) Code (zip)
- "On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions" (pdf)
Econometrica, Vol. 80(1) (2012) 413-423 (with Yuichi Kitamura and Azeem M. Shaikh).
Supplemental Appendix (pdf)
- "Instrumental Variables Methods for Recovering Continuous Linear Functionals" (pdf)
Journal of Econometrics, Vol. 161(2) (2011) 129-146.
- "Semiparametric Estimation of Nonseparable Models: A MDI Approach" (pdf)
Econometrics Journal, Vol. 13 (2010) S28-S55 (with Ivana Komunjer).